Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239)
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English | Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance |
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Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (English)
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22 March 2019
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fixed-rate mortgages
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jump-diffusion models
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option pricing
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complementarity problem
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numerical methods
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augmented Lagrangian active set formulation
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